I've used human grade melatonin for an IW that developed thunder storm anxiety following a horrendous derecho several years ago. (That storm scared the bejezus out of me too --- especially when several mature oaks started coming down). That and keeping her in the below ground basement, with classical music playing, kept her "reasonably" calm during storms and July 4th celebrations.
Keep in mind that desensitization (as described above) works best when you can pair it with some kind of anti-anxiety drug/supplement, like melatonin, for example. Also, desensitization is not a "one off," it requires repeated, carefully targetted exposures, over time, that you'll ramp up/reduce as the training progresses. Best if you can find a qualified behaviorist to help you with this. And, of course, talk to your vet about the melatonin or another supplement/medication.
Last edited by Aly; 06-27-2017 at 08:05 AM.